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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    package org.apache.commons.math.distribution;<a name="line.17"></a>
<FONT color="green">018</FONT>    <a name="line.18"></a>
<FONT color="green">019</FONT>    import org.apache.commons.math.MathException;<a name="line.19"></a>
<FONT color="green">020</FONT>    import org.apache.commons.math.special.Gamma;<a name="line.20"></a>
<FONT color="green">021</FONT>    import org.apache.commons.math.special.Beta;<a name="line.21"></a>
<FONT color="green">022</FONT>    <a name="line.22"></a>
<FONT color="green">023</FONT>    /**<a name="line.23"></a>
<FONT color="green">024</FONT>     * Implements the Beta distribution.<a name="line.24"></a>
<FONT color="green">025</FONT>     * &lt;p&gt;<a name="line.25"></a>
<FONT color="green">026</FONT>     * References:<a name="line.26"></a>
<FONT color="green">027</FONT>     * &lt;ul&gt;<a name="line.27"></a>
<FONT color="green">028</FONT>     * &lt;li&gt;&lt;a href="http://en.wikipedia.org/wiki/Beta_distribution"&gt;<a name="line.28"></a>
<FONT color="green">029</FONT>     * Beta distribution&lt;/a&gt;&lt;/li&gt;<a name="line.29"></a>
<FONT color="green">030</FONT>     * &lt;/ul&gt;<a name="line.30"></a>
<FONT color="green">031</FONT>     * &lt;/p&gt;<a name="line.31"></a>
<FONT color="green">032</FONT>     * @version $Revision: 762087 $ $Date: 2009-04-05 10:20:18 -0400 (Sun, 05 Apr 2009) $<a name="line.32"></a>
<FONT color="green">033</FONT>     * @since 2.0<a name="line.33"></a>
<FONT color="green">034</FONT>     */<a name="line.34"></a>
<FONT color="green">035</FONT>    public class BetaDistributionImpl<a name="line.35"></a>
<FONT color="green">036</FONT>        extends AbstractContinuousDistribution implements BetaDistribution {<a name="line.36"></a>
<FONT color="green">037</FONT>    <a name="line.37"></a>
<FONT color="green">038</FONT>        /** Serializable version identifier. */<a name="line.38"></a>
<FONT color="green">039</FONT>        private static final long serialVersionUID = -1221965979403477668L;<a name="line.39"></a>
<FONT color="green">040</FONT>    <a name="line.40"></a>
<FONT color="green">041</FONT>        /** First shape parameter. */<a name="line.41"></a>
<FONT color="green">042</FONT>        private double alpha;<a name="line.42"></a>
<FONT color="green">043</FONT>    <a name="line.43"></a>
<FONT color="green">044</FONT>        /** Second shape parameter. */<a name="line.44"></a>
<FONT color="green">045</FONT>        private double beta;<a name="line.45"></a>
<FONT color="green">046</FONT>    <a name="line.46"></a>
<FONT color="green">047</FONT>        /** Normalizing factor used in density computations.<a name="line.47"></a>
<FONT color="green">048</FONT>         * updated whenever alpha or beta are changed.<a name="line.48"></a>
<FONT color="green">049</FONT>         */<a name="line.49"></a>
<FONT color="green">050</FONT>        private double z;<a name="line.50"></a>
<FONT color="green">051</FONT>    <a name="line.51"></a>
<FONT color="green">052</FONT>        /**<a name="line.52"></a>
<FONT color="green">053</FONT>         * Build a new instance.<a name="line.53"></a>
<FONT color="green">054</FONT>         * @param alpha first shape parameter (must be positive)<a name="line.54"></a>
<FONT color="green">055</FONT>         * @param beta second shape parameter (must be positive)<a name="line.55"></a>
<FONT color="green">056</FONT>         */<a name="line.56"></a>
<FONT color="green">057</FONT>        public BetaDistributionImpl(double alpha, double beta) {<a name="line.57"></a>
<FONT color="green">058</FONT>            this.alpha = alpha;<a name="line.58"></a>
<FONT color="green">059</FONT>            this.beta = beta;<a name="line.59"></a>
<FONT color="green">060</FONT>            z = Double.NaN;<a name="line.60"></a>
<FONT color="green">061</FONT>        }<a name="line.61"></a>
<FONT color="green">062</FONT>    <a name="line.62"></a>
<FONT color="green">063</FONT>        /** {@inheritDoc} */<a name="line.63"></a>
<FONT color="green">064</FONT>        public void setAlpha(double alpha) {<a name="line.64"></a>
<FONT color="green">065</FONT>            this.alpha = alpha;<a name="line.65"></a>
<FONT color="green">066</FONT>            z = Double.NaN;<a name="line.66"></a>
<FONT color="green">067</FONT>        }<a name="line.67"></a>
<FONT color="green">068</FONT>    <a name="line.68"></a>
<FONT color="green">069</FONT>        /** {@inheritDoc} */<a name="line.69"></a>
<FONT color="green">070</FONT>        public double getAlpha() {<a name="line.70"></a>
<FONT color="green">071</FONT>            return alpha;<a name="line.71"></a>
<FONT color="green">072</FONT>        }<a name="line.72"></a>
<FONT color="green">073</FONT>    <a name="line.73"></a>
<FONT color="green">074</FONT>        /** {@inheritDoc} */<a name="line.74"></a>
<FONT color="green">075</FONT>        public void setBeta(double beta) {<a name="line.75"></a>
<FONT color="green">076</FONT>            this.beta = beta;<a name="line.76"></a>
<FONT color="green">077</FONT>            z = Double.NaN;<a name="line.77"></a>
<FONT color="green">078</FONT>        }<a name="line.78"></a>
<FONT color="green">079</FONT>    <a name="line.79"></a>
<FONT color="green">080</FONT>        /** {@inheritDoc} */<a name="line.80"></a>
<FONT color="green">081</FONT>        public double getBeta() {<a name="line.81"></a>
<FONT color="green">082</FONT>            return beta;<a name="line.82"></a>
<FONT color="green">083</FONT>        }<a name="line.83"></a>
<FONT color="green">084</FONT>    <a name="line.84"></a>
<FONT color="green">085</FONT>        /**<a name="line.85"></a>
<FONT color="green">086</FONT>         * Recompute the normalization factor.<a name="line.86"></a>
<FONT color="green">087</FONT>         */<a name="line.87"></a>
<FONT color="green">088</FONT>        private void recomputeZ() {<a name="line.88"></a>
<FONT color="green">089</FONT>            if (Double.isNaN(z)) {<a name="line.89"></a>
<FONT color="green">090</FONT>                z = Gamma.logGamma(alpha) + Gamma.logGamma(beta) - Gamma.logGamma(alpha + beta);<a name="line.90"></a>
<FONT color="green">091</FONT>            }<a name="line.91"></a>
<FONT color="green">092</FONT>        }<a name="line.92"></a>
<FONT color="green">093</FONT>    <a name="line.93"></a>
<FONT color="green">094</FONT>        /** {@inheritDoc} */<a name="line.94"></a>
<FONT color="green">095</FONT>        public double density(Double x) throws MathException {<a name="line.95"></a>
<FONT color="green">096</FONT>            recomputeZ();<a name="line.96"></a>
<FONT color="green">097</FONT>            if (x &lt; 0 || x &gt; 1) {<a name="line.97"></a>
<FONT color="green">098</FONT>                return 0;<a name="line.98"></a>
<FONT color="green">099</FONT>            } else if (x == 0) {<a name="line.99"></a>
<FONT color="green">100</FONT>                if (alpha &lt; 1) {<a name="line.100"></a>
<FONT color="green">101</FONT>                    throw new MathException("Cannot compute beta density at 0 when alpha = {0,number}", alpha);<a name="line.101"></a>
<FONT color="green">102</FONT>                }<a name="line.102"></a>
<FONT color="green">103</FONT>                return 0;<a name="line.103"></a>
<FONT color="green">104</FONT>            } else if (x == 1) {<a name="line.104"></a>
<FONT color="green">105</FONT>                if (beta &lt; 1) {<a name="line.105"></a>
<FONT color="green">106</FONT>                    throw new MathException("Cannot compute beta density at 1 when beta = %.3g", beta);<a name="line.106"></a>
<FONT color="green">107</FONT>                }<a name="line.107"></a>
<FONT color="green">108</FONT>                return 0;<a name="line.108"></a>
<FONT color="green">109</FONT>            } else {<a name="line.109"></a>
<FONT color="green">110</FONT>                double logX = Math.log(x);<a name="line.110"></a>
<FONT color="green">111</FONT>                double log1mX = Math.log1p(-x);<a name="line.111"></a>
<FONT color="green">112</FONT>                return Math.exp((alpha - 1) * logX + (beta - 1) * log1mX - z);<a name="line.112"></a>
<FONT color="green">113</FONT>            }<a name="line.113"></a>
<FONT color="green">114</FONT>        }<a name="line.114"></a>
<FONT color="green">115</FONT>    <a name="line.115"></a>
<FONT color="green">116</FONT>        /** {@inheritDoc} */<a name="line.116"></a>
<FONT color="green">117</FONT>        @Override<a name="line.117"></a>
<FONT color="green">118</FONT>        public double inverseCumulativeProbability(double p) throws MathException {<a name="line.118"></a>
<FONT color="green">119</FONT>            if (p == 0) {<a name="line.119"></a>
<FONT color="green">120</FONT>                return 0;<a name="line.120"></a>
<FONT color="green">121</FONT>            } else if (p == 1) {<a name="line.121"></a>
<FONT color="green">122</FONT>                return 1;<a name="line.122"></a>
<FONT color="green">123</FONT>            } else {<a name="line.123"></a>
<FONT color="green">124</FONT>                return super.inverseCumulativeProbability(p);<a name="line.124"></a>
<FONT color="green">125</FONT>            }<a name="line.125"></a>
<FONT color="green">126</FONT>        }<a name="line.126"></a>
<FONT color="green">127</FONT>    <a name="line.127"></a>
<FONT color="green">128</FONT>        /** {@inheritDoc} */<a name="line.128"></a>
<FONT color="green">129</FONT>        @Override<a name="line.129"></a>
<FONT color="green">130</FONT>        protected double getInitialDomain(double p) {<a name="line.130"></a>
<FONT color="green">131</FONT>            return p;<a name="line.131"></a>
<FONT color="green">132</FONT>        }<a name="line.132"></a>
<FONT color="green">133</FONT>    <a name="line.133"></a>
<FONT color="green">134</FONT>        /** {@inheritDoc} */<a name="line.134"></a>
<FONT color="green">135</FONT>        @Override<a name="line.135"></a>
<FONT color="green">136</FONT>        protected double getDomainLowerBound(double p) {<a name="line.136"></a>
<FONT color="green">137</FONT>            return 0;<a name="line.137"></a>
<FONT color="green">138</FONT>        }<a name="line.138"></a>
<FONT color="green">139</FONT>    <a name="line.139"></a>
<FONT color="green">140</FONT>        /** {@inheritDoc} */<a name="line.140"></a>
<FONT color="green">141</FONT>        @Override<a name="line.141"></a>
<FONT color="green">142</FONT>        protected double getDomainUpperBound(double p) {<a name="line.142"></a>
<FONT color="green">143</FONT>            return 1;<a name="line.143"></a>
<FONT color="green">144</FONT>        }<a name="line.144"></a>
<FONT color="green">145</FONT>    <a name="line.145"></a>
<FONT color="green">146</FONT>        /** {@inheritDoc} */<a name="line.146"></a>
<FONT color="green">147</FONT>        public double cumulativeProbability(double x) throws MathException {<a name="line.147"></a>
<FONT color="green">148</FONT>            if (x &lt;= 0) {<a name="line.148"></a>
<FONT color="green">149</FONT>                return 0;<a name="line.149"></a>
<FONT color="green">150</FONT>            } else if (x &gt;= 1) {<a name="line.150"></a>
<FONT color="green">151</FONT>                return 1;<a name="line.151"></a>
<FONT color="green">152</FONT>            } else {<a name="line.152"></a>
<FONT color="green">153</FONT>                return Beta.regularizedBeta(x, alpha, beta);<a name="line.153"></a>
<FONT color="green">154</FONT>            }<a name="line.154"></a>
<FONT color="green">155</FONT>        }<a name="line.155"></a>
<FONT color="green">156</FONT>    <a name="line.156"></a>
<FONT color="green">157</FONT>        /** {@inheritDoc} */<a name="line.157"></a>
<FONT color="green">158</FONT>        @Override<a name="line.158"></a>
<FONT color="green">159</FONT>        public double cumulativeProbability(double x0, double x1) throws MathException {<a name="line.159"></a>
<FONT color="green">160</FONT>            return cumulativeProbability(x1) - cumulativeProbability(x0);<a name="line.160"></a>
<FONT color="green">161</FONT>        }<a name="line.161"></a>
<FONT color="green">162</FONT>    }<a name="line.162"></a>




























































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